| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 100.0% |
| Cumulative Return | 141.01% |
| CAGR﹪ | 0.24% |
| Sharpe | 0.15 |
| Prob. Sharpe Ratio | 99.88% |
| Smart Sharpe | 0.15 |
| Sortino | 0.23 |
| Smart Sortino | 0.23 |
| Sortino/√2 | 0.16 |
| Smart Sortino/√2 | 0.16 |
| Omega | 1.03 |
| Max Drawdown | -21.87% |
| Max DD Date | 2022-09-28 |
| Max DD Period Start | 2022-03-08 |
| Max DD Period End | 2023-12-01 |
| Longest DD Days | 634 |
| Volatility (ann.) | 1.76% |
| Calmar | 0.01 |
| Skew | 25.64 |
| Kurtosis | 3440.9 |
| Ulcer Performance Index | 17.84 |
| Risk-Adjusted Return | 0.24% |
| Risk-Return Ratio | 0.01 |
| Avg. Return | 0.0% |
| Avg. Win | 0.06% |
| Avg. Loss | -0.06% |
| Win/Loss Ratio | 1.01 |
| Profit Ratio | 0.97 |
| Expected Daily | 0.0% |
| Expected Monthly | 1.85% |
| Expected Yearly | 24.6% |
| Kelly Criterion | 1.57% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.18% |
| Expected Shortfall (cVaR) | -0.29% |
| Max Consecutive Wins | 14 |
| Max Consecutive Losses | 13 |
| Gain/Pain Ratio | 0.29 |
| Gain/Pain (1M) | 2.53 |
| Payoff Ratio | 1.01 |
| Profit Factor | 1.03 |
| Common Sense Ratio | 1.03 |
| CPC Index | 0.53 |
| Tail Ratio | 1.0 |
| Outlier Win Ratio | 4.25 |
| Outlier Loss Ratio | 4.4 |
| MTD | 2.35% |
| 3M | 18.55% |
| 6M | 30.7% |
| YTD | 64.53% |
| 1Y | 64.54% |
| 3Y (ann.) | 0.3% |
| 5Y (ann.) | 0.24% |
| 10Y (ann.) | 0.24% |
| All-time (ann.) | 0.24% |
| Best Day | 14.75% |
| Worst Day | -1.39% |
| Best Month | 9.87% |
| Worst Month | -5.27% |
| Best Year | 64.53% |
| Worst Year | 1.81% |
| Avg. Drawdown | -0.5% |
| Avg. Drawdown Days | 4 |
| Recovery Factor | 4.27 |
| Ulcer Index | 0.08 |
| Serenity Index | 0.07 |
| Avg. Up Month | 4.19% |
| Avg. Down Month | -2.21% |
| Win Days | 50.62% |
| Win Month | 64.58% |
| Win Quarter | 68.75% |
| Win Year | 100.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2022 | 2.92 | 1.81 |
| 2023 | 13.14 | 13.07 |
| 2024 | 25.10 | 27.24 |
| 2025 | 52.35 | 64.53 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-08 | 2023-12-01 | -21.87 | 634 |
| 2025-10-20 | 2025-12-22 | -10.99 | 63 |
| 2025-04-22 | 2025-09-02 | -10.59 | 133 |
| 2024-10-30 | 2025-01-30 | -8.80 | 92 |
| 2023-12-04 | 2024-03-05 | -7.30 | 93 |
| 2024-05-20 | 2024-07-16 | -6.64 | 58 |
| 2025-04-03 | 2025-04-10 | -6.44 | 8 |
| 2024-04-12 | 2024-05-20 | -5.94 | 38 |
| 2025-12-26 | 2025-12-31 | -5.75 | 6 |
| 2024-07-17 | 2024-08-16 | -5.17 | 30 |